Let X1, X2,..., X, be independent and identically distributed exponential random variables. Show that the probability that

Question:

Let X1, X2,..., X, be independent and identically distributed exponential random variables. Show that the probability that the largest of them is greater than the sum of the others is n/2"-1. That is if then show M = max X P{M> X-M} - 1-1 Hint: What is PIX> [2X]?

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: